Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory Book

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory, , Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

4.5 out of 5 stars based on 2 reviews

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
Written by author Christian Gourieroux
Published by Cambridge University Press, October 1995
The second volume in a major two-volume set of advanced texts in econometrics.

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1. Introduction to tests of hypotheses;
2. Uniformly most powerful tests;
3. Unbiased tests and invariant tests;
4. Likelihood based tests;
5. General asymptotic tests;
6. Multiple tests;
7. Set estimation and confidence regions;
8. Inequality constraints: estimation and testing;
9. Nonnested tests and model selection criteria;
10. Asymptotic efficiency;
11. Asymptotic theory; Appendix A. Review of linear algebra and matrix calculus; Appendix B. Review of probability.

Title: Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Manufacturer:

University Press

Item Number: 9780521477451

Publication Date: October 1995

Number: 1

Product Description: Full Name: Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory; Short Name:Statistics and Econometric Models

Universal Product Code (UPC): 9780521477451

WonderClub Stock Keeping Unit (WSKU): 9780521477451

Rating: 4.5/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/74/51/9780521477451.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 0.000 cm (0.00 inches)

Heigh : 0.000 cm (0.00 inches)

Depth: 0.000 cm (0.00 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

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Larry Macek

reviewed Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory on January 24, 2015

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.

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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory, , Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory Book

Book Categories

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University Press

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